NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 95.25 96.72 1.47 1.5% 94.10
High 97.18 97.25 0.07 0.1% 97.27
Low 95.25 95.94 0.69 0.7% 93.54
Close 96.96 96.88 -0.08 -0.1% 96.22
Range 1.93 1.31 -0.62 -32.1% 3.73
ATR 1.48 1.47 -0.01 -0.8% 0.00
Volume 69,055 72,385 3,330 4.8% 293,226
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 100.62 100.06 97.60
R3 99.31 98.75 97.24
R2 98.00 98.00 97.12
R1 97.44 97.44 97.00 97.72
PP 96.69 96.69 96.69 96.83
S1 96.13 96.13 96.76 96.41
S2 95.38 95.38 96.64
S3 94.07 94.82 96.52
S4 92.76 93.51 96.16
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 106.87 105.27 98.27
R3 103.14 101.54 97.25
R2 99.41 99.41 96.90
R1 97.81 97.81 96.56 98.61
PP 95.68 95.68 95.68 96.08
S1 94.08 94.08 95.88 94.88
S2 91.95 91.95 95.54
S3 88.22 90.35 95.19
S4 84.49 86.62 94.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.27 94.92 2.35 2.4% 1.53 1.6% 83% False False 82,348
10 97.27 92.47 4.80 5.0% 1.53 1.6% 92% False False 66,187
20 99.29 91.48 7.81 8.1% 1.55 1.6% 69% False False 53,897
40 100.33 91.48 8.85 9.1% 1.32 1.4% 61% False False 38,804
60 100.33 91.48 8.85 9.1% 1.32 1.4% 61% False False 31,863
80 101.00 91.48 9.52 9.8% 1.30 1.3% 57% False False 27,125
100 101.62 91.48 10.14 10.5% 1.29 1.3% 53% False False 22,893
120 103.06 91.48 11.58 12.0% 1.24 1.3% 47% False False 19,772
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.82
2.618 100.68
1.618 99.37
1.000 98.56
0.618 98.06
HIGH 97.25
0.618 96.75
0.500 96.60
0.382 96.44
LOW 95.94
0.618 95.13
1.000 94.63
1.618 93.82
2.618 92.51
4.250 90.37
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 96.79 96.62
PP 96.69 96.35
S1 96.60 96.09

These figures are updated between 7pm and 10pm EST after a trading day.

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